+591.1%
DD vs DGX
+8,794.8%
-8,203.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.8% | -2.2% | -1.6% | -3.2% |
| 30D | -9.2% | -0.9% | -8.3% | -9.0% |
| 3M | -9.0% | +15.6% | -24.6% | -12.6% |
| 6M | -5.0% | +17.8% | -22.8% | -9.3% |
| YTD | +7.4% | +37.5% | -30.1% | -1.6% |
| 1Y | +35.1% | +31.2% | +4.0% | +25.1% |
| 3Y | +43.2% | +96.6% | -53.4% | +18.4% |
| 5Y | +59.6% | +64.9% | -5.3% | +37.2% |
| 10Y | +66.5% | +254.6% | -188.1% | +16.8% |
| All | +591.1% | +8,794.8% | -8,203.7% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling